| Trading Metrics calculated at close of trading on 05-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
18,111.0 |
17,650.0 |
-461.0 |
-2.5% |
18,613.0 |
| High |
18,144.0 |
17,741.0 |
-403.0 |
-2.2% |
18,684.0 |
| Low |
17,714.0 |
17,110.0 |
-604.0 |
-3.4% |
17,714.0 |
| Close |
17,731.0 |
17,401.0 |
-330.0 |
-1.9% |
17,731.0 |
| Range |
430.0 |
631.0 |
201.0 |
46.7% |
970.0 |
| ATR |
270.0 |
295.8 |
25.8 |
9.6% |
0.0 |
| Volume |
74,710 |
80,627 |
5,917 |
7.9% |
245,019 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,310.3 |
18,986.7 |
17,748.1 |
|
| R3 |
18,679.3 |
18,355.7 |
17,574.5 |
|
| R2 |
18,048.3 |
18,048.3 |
17,516.7 |
|
| R1 |
17,724.7 |
17,724.7 |
17,458.8 |
17,571.0 |
| PP |
17,417.3 |
17,417.3 |
17,417.3 |
17,340.5 |
| S1 |
17,093.7 |
17,093.7 |
17,343.2 |
16,940.0 |
| S2 |
16,786.3 |
16,786.3 |
17,285.3 |
|
| S3 |
16,155.3 |
16,462.7 |
17,227.5 |
|
| S4 |
15,524.3 |
15,831.7 |
17,054.0 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,953.0 |
20,312.0 |
18,264.5 |
|
| R3 |
19,983.0 |
19,342.0 |
17,997.8 |
|
| R2 |
19,013.0 |
19,013.0 |
17,908.8 |
|
| R1 |
18,372.0 |
18,372.0 |
17,819.9 |
18,207.5 |
| PP |
18,043.0 |
18,043.0 |
18,043.0 |
17,960.8 |
| S1 |
17,402.0 |
17,402.0 |
17,642.1 |
17,237.5 |
| S2 |
17,073.0 |
17,073.0 |
17,553.2 |
|
| S3 |
16,103.0 |
16,432.0 |
17,464.3 |
|
| S4 |
15,133.0 |
15,462.0 |
17,197.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,684.0 |
17,110.0 |
1,574.0 |
9.0% |
400.4 |
2.3% |
18% |
False |
True |
58,461 |
| 10 |
18,774.0 |
17,110.0 |
1,664.0 |
9.6% |
321.5 |
1.8% |
17% |
False |
True |
50,961 |
| 20 |
18,928.0 |
17,110.0 |
1,818.0 |
10.4% |
277.2 |
1.6% |
16% |
False |
True |
44,641 |
| 40 |
18,928.0 |
17,110.0 |
1,818.0 |
10.4% |
252.0 |
1.4% |
16% |
False |
True |
36,168 |
| 60 |
19,180.0 |
17,110.0 |
2,070.0 |
11.9% |
199.3 |
1.1% |
14% |
False |
True |
24,154 |
| 80 |
19,180.0 |
17,110.0 |
2,070.0 |
11.9% |
178.0 |
1.0% |
14% |
False |
True |
18,120 |
| 100 |
19,180.0 |
17,110.0 |
2,070.0 |
11.9% |
153.5 |
0.9% |
14% |
False |
True |
14,497 |
| 120 |
19,180.0 |
17,110.0 |
2,070.0 |
11.9% |
129.1 |
0.7% |
14% |
False |
True |
12,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,422.8 |
|
2.618 |
19,393.0 |
|
1.618 |
18,762.0 |
|
1.000 |
18,372.0 |
|
0.618 |
18,131.0 |
|
HIGH |
17,741.0 |
|
0.618 |
17,500.0 |
|
0.500 |
17,425.5 |
|
0.382 |
17,351.0 |
|
LOW |
17,110.0 |
|
0.618 |
16,720.0 |
|
1.000 |
16,479.0 |
|
1.618 |
16,089.0 |
|
2.618 |
15,458.0 |
|
4.250 |
14,428.3 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,425.5 |
17,879.0 |
| PP |
17,417.3 |
17,719.7 |
| S1 |
17,409.2 |
17,560.3 |
|